+195.6%
ASTS vs SPG
+81.6%
+113.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.0% | +12.1% | +12.4% |
| 7D | +1.5% | +5.1% | -3.5% | -2.4% |
| 30D | -27.6% | +16.8% | -44.5% | -36.7% |
| 3M | -48.7% | +5.7% | -54.4% | -51.2% |
| 6M | -50.8% | +17.8% | -68.6% | -58.9% |
| YTD | -49.2% | +30.1% | -79.3% | -61.6% |
| 1Y | -46.7% | +32.8% | -79.5% | -60.5% |
| 3Y | +793.2% | +137.2% | +656.0% | +269.7% |
| 5Y | +195.6% | +81.5% | +114.1% | +43.6% |
| All | +195.6% | +81.6% | +113.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling